Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
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Cites work
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- Asymptotics for the minimum covariance determinant estimator
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- scientific article; zbMATH DE number 194744 (Why is no real title available?)
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- Multivariate τ-Estimators for Location and Scatter
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- The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
- The bias of \(k\)-step M-estimators
- The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
- The maximum bias of robust covariances
Cited in
(only showing first 100 items - show all)- The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
- The importance of the scales in heterogeneous robust clustering
- Asymptotic distributions of robust shape matrices and scales
- Principal component analysis for data containing outliers and missing elements
- Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
- Asymptotics for the minimum covariance determinant estimator
- A very simple robust estimator of a dispersion matrix
- Robust weighted orthogonal regression in the errors-in-variables model
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
- ICS for multivariate outlier detection with application to quality control
- Efficiency of the pMST and RDELA location and scatter estimators
- Robust and efficient estimation of multivariate scatter and location
- Robust distances for outlier-free goodness-of-fit testing
- Partial influence functions
- A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
- Robust factor analysis.
- Affine equivariant multivariate rank methods
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
- Inference on the shape of elliptical distributions based on the MCD
- A two-stage Bayesian semiparametric model for novelty detection with robust prior information
- Outlier detection in non-elliptical data by kernel MRCD
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter
- Robust estimating equation-based sufficient dimension reduction
- Spatial sign correlation
- Weighted likelihood estimation of multivariate location and scatter
- Adaptive exponential power depth with application to classification
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Robust asymptotic tests for the equality of multivariate coefficients of variation
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Robust exponential smoothing of multivariate time series
- Robust concentration graph model selection
- The multivariate least-trimmed squares estimator
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
- Robust Gaussian graphical modeling
- Robust estimation of Cronbach's alpha
- Least trimmed squares in nonlinear regression under dependence
- On consistency factors and efficiency of robust S-estimators
- Influence functions of the Spearman and Kendall correlation measures
- Influence of observations on the misclassification probability in quadratic discriminant analysis
- Outlier Detection in High Dimension Using Regularization
- Influence function analysis for the robust partial least squares (RoPLS) estimator
- Comparative study of robust estimators based on a sensitivity coefficient in principal component analysis
- Finding an unknown number of multivariate outliers
- Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
- A robust version of principal factor analysis
- A Hotelling test based on MCD
- Sensitivity Coefficient in Principal Component Analysis: Robust Case
- Robust and efficient estimation of the residual scale in linear regression
- Robust estimation of location and scatter by pruning the minimum spanning tree
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions
- Robust linear discriminant analysis using S-estimators
- Influence and sensitivity measures in correspondence analysis
- Robust Hotelling \(T^2\) control chart with consistent minimum vector variance
- Maxbias Curves of Robust Location Estimators based on Subranges
- Robust DetS and DetMM estimators for discriminant analysis
- Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator
- Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data
- Robust estimation of linear state space models
- A robust functional time series forecasting method
- A comparison of robust alternatives to Hotelling's \(T^2\) control chart
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor
- Robust estimation in canonical correlation analysis for multivariate functional data
- Robust estimators for the fixed effects panel data model
- Robust estimation of the conditional median function at elliptical models
- Highly robust estimation of dispersion matrices
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- Asymptotic expansion of the minimum covariance determinant estimators
- Minimum regularized covariance determinant and principal component analysis-based method for the identification of high leverage points in high dimensional sparse data
- Reliable Robust Regression Diagnostics
- Consistency factor for the MCD estimator at the Student-\(t\) distribution
- A robust Hotelling test statistic for one sample case in high dimensional data
- Fast and robust estimation of the multivariate errors in variables model
- The minimum covariance determinant estimator for interval-valued data
- On extreme quantile region estimation under heavy-tailed elliptical distributions
- Generalized spherical principal component analysis
- Minimum covariance determinant and extensions
- Robust estimation of (partial) autocorrelation
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- Outlier detection via a minimum ridge covariance determinant estimator
- Robust distances and multivariate outlier detection under heavy tails
- Sparse outlier-robust PCA for multi-source data
- Robust Covariance Estimation and Explainable Outlier Detection for Matrix-Valued Data
- An adaptive threshold for outlier detection in high-dimensional settings
- Nonparametric directional variogram estimation in the presence of outlier blocks
- On simultaneously identifying outliers and heteroscedasticity without specific form
- Spatially Smoothed Robust Covariance Estimation for Local Outlier Detection
- Comparing robust generalized variances and comments on efficiency
- Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
- The minimum weighted covariance determinant estimator
- Multivariate coefficients of variation: comparison and influence functions
- Using robust dispersion estimation in support vector machines
- High-breakdown robust multivariate methods
- Robust tools for the imperfect world
- The minimum regularized covariance determinant estimator
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
- Implementing the Bianco and Yohai estimator for logistic regression
- Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
- Fast and robust discriminant analysis
- Fast and robust bootstrap for LTS
- Robust dimension reduction based on canonical correlation
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